|
| Period |
# Of Cusips |
Total Return |
Beg. Mkt. Val (Mil) |
Mkt. Wt. Coupon |
Mkt. Wt. Beginning Yield |
Mkt. Wt. Ending Yield |
Ending Mod Duration |
Ending Yrs. To Price Date |
| Sep 2011 |
57,942 |
1.150% |
1,247,144 |
5.033% |
3.388% |
3.279% |
5.17 |
7.11 |
| Aug 2011 |
57,411 |
1.449% |
1,225,580 |
5.039% |
3.593% |
3.384% |
5.45 |
7.80 |
| Jul 2011 |
56,974 |
1.049% |
1,216,951 |
5.042% |
3.708% |
3.582% |
5.75 |
8.51 |
| Jun 2011 |
56,839 |
0.534% |
1,217,755 |
5.044% |
3.713% |
3.684% |
5.90 |
8.93 |
| May 2011 |
56,785 |
1.911% |
1,199,947 |
5.047% |
3.927% |
3.708% |
5.92 |
9.04 |
| Apr 2011 |
56,625 |
1.731% |
1,182,395 |
5.049% |
4.120% |
3.915% |
6.34 |
10.10 |
| Mar 2011 |
56,649 |
-0.273% |
1,187,003 |
5.046% |
4.054% |
4.117% |
6.82 |
11.22 |
| Feb 2011 |
56,674 |
1.563% |
1,169,418 |
5.045% |
4.199% |
4.042% |
6.69 |
10.84 |
| Jan 2011 |
57,407 |
-0.928% |
1,199,608 |
5.047% |
4.057% |
4.188% |
7.02 |
11.59 |
| Dec 2010 |
57,309 |
-1.900% |
1,226,452 |
5.044% |
3.738% |
4.058% |
6.75 |
10.89 |
| Nov 2010 |
56,905 |
-2.127% |
1,251,057 |
5.045% |
3.348% |
3.724% |
5.97 |
9.01 |
| Oct 2010 |
56,510 |
-0.243% |
1,248,200 |
5.050% |
3.260% |
3.340% |
5.30 |
7.30 |
|
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